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03/14/2023
Automatic Locally Stationary Time Series Forecasting with application to predicting U.K. Gross Value Added Time Series under sudden shocks caused by the COVID pandemic
Accurate forecasting of the U.K. gross value added (GVA) is fundamental ...
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04/06/2022
High-dimensional time series segmentation via factor-adjusted vector autoregressive modelling
Piecewise stationarity is a widely adopted assumption for modelling non-...
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10/19/2020
anomaly : Detection of Anomalous Structure in Time Series Data
One of the contemporary challenges in anomaly detection is the ability t...
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10/14/2020
Scalable changepoint and anomaly detection in cross-correlated data with an application to condition monitoring
Motivated by a condition monitoring application arising from subsea engi...
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09/14/2020
Real Time Anomaly Detection And Categorisation
The ability to quickly and accurately detect anomalous structure within ...
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07/07/2020
Innovative And Additive Outlier Robust Kalman Filtering With A Robust Particle Filter
In this paper, we propose CE-BASS, a particle mixture Kalman filter whic...
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04/27/2020
The Local Partial Autocorrelation Function and Some Applications
The classical regular and partial autocorrelation functions are powerful...
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11/05/2019
Consistency of a range of penalised cost approaches for detecting multiple changepoints
A common approach to detect multiple changepoints is to minimise a measu...
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09/04/2019
Subset Multivariate Collective And Point Anomaly Detection
In recent years, there has been a growing interest in identifying anomal...
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10/23/2018
Multivariate Locally Stationary Wavelet Process Analysis with the mvLSW R Package
This paper describes the R package mvLSW. The package contains a suite o...
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09/25/2018
Dynamic detection of anomalous regions within distributed acoustic sensing data streams using locally stationary wavelet time series
Distributed acoustic sensing technology is increasingly being used to su...
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09/04/2015
Minimum Spectral Connectivity Projection Pursuit
We study the problem of determining the optimal low dimensional projecti...
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12/11/2014